PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-18 17:54:04.416102+00:00 (UTC)
In US/Central Time, this is 2024-03-18 12:54:04.416102-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.897483 -0.475791 0.085640 -0.007693 0.545694 0.254796
1997-01-03 -0.885775 -0.475791 -0.156142 0.007825 0.745255 0.205642
1997-01-06 -0.881872 -0.475791 -0.064722 -0.015452 0.778130 0.269580
1997-01-07 -0.881872 -0.454963 -0.129679 -0.046488 0.837750 0.383184
1997-01-08 -0.893580 -0.454963 -0.022621 -0.085282 0.785790 0.496397
... ... ... ... ... ... ...
2024-03-11 -0.819426 -1.496360 -0.626475 1.869964 0.924522 -0.175697
2024-03-12 -0.842843 -1.506774 -0.792474 1.815651 1.034549 0.037171
2024-03-13 -0.862357 -1.506774 -0.803300 1.761339 1.065021 0.154110
2024-03-14 -0.862357 -1.475532 -0.725112 1.761339 0.887964 0.499773
2024-03-15 -0.858455 -1.496360 -0.723909 1.761339 0.831982 0.499773

7188 rows × 6 columns

../../_images/3038f4997a39a27fbbf7f64f4bef1d70c940112a09b2fcd88babeca39d12cc8e.png
pc1
DATE
1997-01-02   -0.578785
1997-01-03   -0.684975
1997-01-06   -0.667864
1997-01-07   -0.704249
1997-01-08   -0.673900
                ...   
2024-03-11   -1.486106
2024-03-12   -1.589893
2024-03-13   -1.611905
2024-03-14   -1.594685
2024-03-15   -1.586732
Name: PC1, Length: 7188, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../../_images/57d3ce3c79f323ac90a0a21d7ad0b6d4ec97e46778bbf6fd06df8b943ddb8fb9.png
fig = px.line(pc1)
fig.show()
../../_images/b1abc0d92070cd4d4cbe24f4665a5f7d6edb121cd28434fbb0e6ccf28165cc32.png